OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2007.00332.x
@@ Property / DOI: 10.1111/j.1467-9965.2007.00332.x / rank @@
-Normal rank
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
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+Core of convex distortions of a probability.
@@ Property / cites work: Core of convex distortions of a probability. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with background risk
@@ Property / cites work: Optimal risk sharing with background risk / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto Equilibria with coherent measures of risk
@@ Property / cites work: Pareto Equilibria with coherent measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
+Normal rank
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+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
+Normal rank
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2007.00332.X
@@ Property / DOI: 10.1111/J.1467-9965.2007.00332.X / rank @@
+Normal rank